Model and numerical methods for pricing renewable energy certificate derivatives (Q2684158)

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Model and numerical methods for pricing renewable energy certificate derivatives
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    Model and numerical methods for pricing renewable energy certificate derivatives (English)
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    16 February 2023
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    renewable energy certificates
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    green certificates
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    REC derivatives
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    linear PDE
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    Crank-Nicolson
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    Lagrange-Galerkin method
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